An analysis of covariance parameters in Gaussian process-based optimization
The need for globally optimizing expensive-to-evaluate functions frequently occurs in many real-world applications. Among the methods developed for solving such problems, the Efficient Global Optimization (EGO) is regarded as one of the state-of-the-art unconstrained continuous optimization algorith...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Croatian Operational Research Society
2018-01-01
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Series: | Croatian Operational Research Review |
Online Access: | http://hrcak.srce.hr/file/300099 |